market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 0.47% 105.00 % 105.50 % 500,000 500,000 500,000 500,000 525,316 CHF 527,816 CHF 100.00% 100.00%
19/11/2024 0.48% 105.10 % 105.60 % 500,000 500,000 500,000 500,000 525,004 CHF 527,504 CHF 100.00% 100.00%
18/11/2024 0.47% 105.20 % 105.70 % 500,000 500,000 500,000 500,000 526,097 CHF 528,597 CHF 100.00% 100.00%
15/11/2024 0.47% 105.20 % 105.70 % 500,000 500,000 500,000 500,000 526,374 CHF 528,874 CHF 100.00% 100.00%
14/11/2024 0.47% 105.40 % 105.90 % 500,000 500,000 500,000 500,000 526,768 CHF 529,268 CHF 99.10% 99.10%
13/11/2024 0.47% 105.40 % 105.90 % 500,000 500,000 500,000 500,000 526,694 CHF 529,194 CHF 100.00% 100.00%
12/11/2024 0.47% 105.20 % 105.70 % 500,000 500,000 500,000 500,000 526,000 CHF 528,500 CHF 100.00% 100.00%
11/11/2024 0.47% 105.50 % 106.00 % 500,000 500,000 500,000 500,000 527,437 CHF 529,937 CHF 100.00% 100.00%
08/11/2024 0.47% 105.30 % 105.80 % 500,000 500,000 500,000 500,000 526,618 CHF 529,118 CHF 100.00% 100.00%
07/11/2024 0.47% 105.30 % 105.80 % 500,000 500,000 500,000 500,000 526,922 CHF 529,422 CHF 100.00% 100.00%

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